ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
135-00 |
135-08 |
0-08 |
0.2% |
133-03 |
| High |
135-23 |
135-24 |
0-01 |
0.0% |
134-26 |
| Low |
134-31 |
135-00 |
0-01 |
0.0% |
131-21 |
| Close |
135-15 |
135-02 |
-0-13 |
-0.3% |
134-03 |
| Range |
0-24 |
0-24 |
0-00 |
0.0% |
3-05 |
| ATR |
1-01 |
1-01 |
-0-01 |
-2.0% |
0-00 |
| Volume |
280,163 |
284,132 |
3,969 |
1.4% |
1,172,079 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-17 |
137-01 |
135-15 |
|
| R3 |
136-25 |
136-09 |
135-09 |
|
| R2 |
136-01 |
136-01 |
135-06 |
|
| R1 |
135-17 |
135-17 |
135-04 |
135-13 |
| PP |
135-09 |
135-09 |
135-09 |
135-06 |
| S1 |
134-25 |
134-25 |
135-00 |
134-21 |
| S2 |
134-17 |
134-17 |
134-30 |
|
| S3 |
133-25 |
134-01 |
134-27 |
|
| S4 |
133-01 |
133-09 |
134-21 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-00 |
141-22 |
135-27 |
|
| R3 |
139-27 |
138-17 |
134-31 |
|
| R2 |
136-22 |
136-22 |
134-22 |
|
| R1 |
135-12 |
135-12 |
134-12 |
136-01 |
| PP |
133-17 |
133-17 |
133-17 |
133-27 |
| S1 |
132-07 |
132-07 |
133-26 |
132-28 |
| S2 |
130-12 |
130-12 |
133-16 |
|
| S3 |
127-07 |
129-02 |
133-07 |
|
| S4 |
124-02 |
125-29 |
132-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-24 |
133-18 |
2-06 |
1.6% |
0-29 |
0.7% |
69% |
True |
False |
272,388 |
| 10 |
135-24 |
131-21 |
4-03 |
3.0% |
1-00 |
0.8% |
83% |
True |
False |
256,202 |
| 20 |
135-24 |
131-21 |
4-03 |
3.0% |
0-30 |
0.7% |
83% |
True |
False |
277,703 |
| 40 |
135-24 |
128-12 |
7-12 |
5.5% |
1-02 |
0.8% |
91% |
True |
False |
303,250 |
| 60 |
135-24 |
128-12 |
7-12 |
5.5% |
1-03 |
0.8% |
91% |
True |
False |
215,160 |
| 80 |
135-24 |
128-12 |
7-12 |
5.5% |
1-02 |
0.8% |
91% |
True |
False |
161,394 |
| 100 |
140-25 |
128-12 |
12-13 |
9.2% |
1-02 |
0.8% |
54% |
False |
False |
129,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-30 |
|
2.618 |
137-23 |
|
1.618 |
136-31 |
|
1.000 |
136-16 |
|
0.618 |
136-07 |
|
HIGH |
135-24 |
|
0.618 |
135-15 |
|
0.500 |
135-12 |
|
0.382 |
135-09 |
|
LOW |
135-00 |
|
0.618 |
134-17 |
|
1.000 |
134-08 |
|
1.618 |
133-25 |
|
2.618 |
133-01 |
|
4.250 |
131-26 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-12 |
134-30 |
| PP |
135-09 |
134-27 |
| S1 |
135-05 |
134-24 |
|